Filling holes in a mesh
In most cases it's better to think ahead before you model something. More difficult to do with less experience. I would approach it this way (I'm sure there is more than one way to model this).


Add a circle with 34 vertices
In Edit Mode, extrude it four times by pressing E and S (Scale) 
Then extrude one more time but instead of scaling, Left Click (LMB) and then press ALT+M > Collapse.




Then select the following faces and Extrude up:







It's hard to tell from the reference image but if the window has a conical shape: 


Select the following interior Vertices > Enable Proportional Editing > choose a Falloff type (I choose Linear)
Grab them and select an axis to move them on (I used G+Z) 
Control the number of vertices effected with the mouse wheel